Abstract
Using some standard Hubert space theory a simplified approach to computing efficiency bounds in semiparametric models is presented. We use some interesting examples to illustrate this approach and also obtain some results which seem to be new to the literature.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 23-66 |
| Number of pages | 44 |
| Journal | Journal of Econometrics |
| Volume | 102 |
| Issue number | 1 |
| DOIs | |
| State | Published - May 2001 |
Funding
We thank the associate editor and two anonymous referees for comments that greatly improved this paper. We also thank Bruce Hansen, Yuichi Kitamura, Whitney Newey, and seminar participants at the Rice and Texas A & M Economics departments for helpful suggestions and encouragement. The second author gratefully acknowledges continued research support from the University of Wisconsin-Madison Graduate School.
Keywords
- Efficiency bounds
- Semiparametric models
ASJC Scopus subject areas
- Economics and Econometrics